+171.8%
DLR vs VMC
+154.4%
+17.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | -3.7% | +2.4% | -0.5% |
| 30D | -2.9% | -12.8% | +9.9% | +0.1% |
| 3M | +3.2% | -7.9% | +11.1% | +4.9% |
| 6M | +3.9% | -7.5% | +11.4% | +5.3% |
| YTD | +21.4% | -11.6% | +33.1% | +24.1% |
| 1Y | +9.7% | -14.3% | +23.9% | +12.8% |
| 3Y | +56.5% | +18.5% | +38.0% | +48.9% |
| 5Y | +41.5% | +46.8% | -5.2% | +28.4% |
| All | +171.8% | +154.4% | +17.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling